At the top of the list, you should see an option for On the lock screen. When you tap on this, you will be given the three following choices: Show all notification content, Hide sensitive notification content, and Don’t show notifications at all. Obviously, the last option is the nuclear option, but choosing to hide sensitive notifications will stop private messages from showing on your lockscreen.

Use the images below for help if you get lost along the way.

If you have any questions, make sure to leave them in the comment section below or hit me up on Twitter.